+282.3%
HL vs GEHC
+2.1%
+280.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -4.4% | -7.2% | +2.8% | -2.0% |
| 30D | +9.3% | -11.6% | +20.9% | +13.8% |
| 3M | +32.0% | -0.8% | +32.8% | +31.3% |
| 6M | -6.4% | -11.9% | +5.5% | -3.1% |
| YTD | +3.1% | -21.9% | +25.1% | +11.2% |
| 1Y | +77.6% | -17.8% | +95.4% | +87.7% |
| 3Y | +392.8% | -3.5% | +396.4% | +396.6% |
| All | +282.3% | +2.1% | +280.2% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling